Expectation of intrinsic volumes of random polytopes

Let K be a convex body in ℝ ^d , let j ∈ {1, …, d−1}, and let K(n) be the convex hull of n points chosen randomly, independently and uniformly from K. If ∂K is C ₊², then an asymptotic formula is known due to M. Reitzner (and due to I. Bárány if ∂K is C ₊³) for the difference of the jth intrinsic volume of K and the expectation of the jth intrinsic volume of K(n). We extend this formula to the case when the only condition on K is that a ball rolls freely inside K. Funded by the Marie-Curie Research Training Network “Phenomena in High-Dimensions” (MRTN-CT-2004-511953).     

New conditions on absolute stability of uncertain Lur'e systems and the maximum admissible perturbed bound

Email: fhao{at}buaa.edu.cn Received on April 5, 2006; Accepted on September 10, 2006 The robust absolute stability problem for structured uncertainLur'e systems is considered in this paper by using Popov criterionand extended strictly positive real lemma. The conditions onrobust absolute stability for Lur'e systems with structureduncertainties are established in terms of multilinear matrixinequalities. An estimate of the maximum bound of all admissibleperturbations is given by a generalized eigenvalue problem.Finally, a numerical example is worked out to illustrate theefficiency of the main results.     

Spatio-Temporal Evolution of Initial Coherent State Under the Action of Quantum Integrable and Nonintegrable Systems

According to the exactly formulated concepts of quantum integrability and nonintegrability,an initial coherent state |Φ⁰(γ)>evolving under the action of an integrable Hamiltonian having the same dynamical symmetry is expressed as an analytical function of γ and t. The expectation values of various dynamical variables should be expressed as correlated analytical functions of γ and t . Thus, the general characters of initial coherent state would be maintained during the spatio-temporal evolution under the action of such a system even if the wavepacket is slightly distorted. In contrast, when the integrability condition is destroyed, these features will be lost during the evolution. This theoretical prediction is illustrated with numerical results computed for the two-level Lipkin model with a dou ble-well potential and dynamical explanations are given. And the Eherenfest time is verified with this model.     

基态中性原子(Z=2-54)径向距离的期望值

原子的径向距离r是原子、分子结构的重要信息．Fraga”’和Slater’‘’等人指出：＜r－’＞正比于电子亲和势和电子势能,＜r－’＞与元素的电负性有关,＜r－’＞与电场梯度、磁偶极子相互作用、轨一旅耦合相关,＜＞与屏蔽常数有关,＜严＞与抗磁化率有关,＜尸＞近似等于球形对称原子的极化率,＜／＞与晶体场分裂能相关．由此可见,·精确求解原子及其轨道的径向期望值对原子、分子相关性质的研究具有重要意义．ShustCk、Pekeris、Weiss、Baker和Wakim等人”－’‘分别研究了某些原子特定态的电子结构及其径向期望值,但其成果比较…     

An efficient interval computing technique for bound-constrained uncertain optimization problems

In this article, a competent interval-oriented approach is proposed to solve bound-constrained uncertain optimization problems. This new class of problems is considered here as an extension of the classical bound-constrained optimization problems in an inexact environment. The proposed technique is nothing but an imitation of the well-known interval analysis-based branch-and-bound optimization approach. Efficiency of this technique is strongly dependent on division, bounding, selection/rejection and termination criteria. The technique involves a multisection division criterion of the accepted/proposed search region. Then, we have employed the interval-ranking definitions with respect to the pessimistic decision makers’ point of view given by Mahato and Bhunia [Interval-arithmetic-oriented interval computing technique for global optimization, Appl. Math. Res. Express 2006 (2006), pp. 1–19] to compare the interval-valued objectives calculated in each subregion and also to select the subregion containing the best interval objective value. The process is continued until the interval width for each variable in the accepted subregion is negligible and ultimately the global or close-to-global interval-valued optimal solution is obtained. The proposed technique has been evaluated numerically using a wide set of newly introduced univariate/multivariate test problems. Finally, to compare the computational results obtained by the proposed method, the graphical representation for some test problems is given.     

Stabilization of active fault‐tolerant control systems by uncertain nonhomogeneous markovian jump models

This article investigates the stabilization and control problems for a general active fault‐tolerant control system (AFTCS) in a stochastic framework. The novelty of the research lies in utilizing uncertain nonhomogeneous Markovian structures to take account for the imperfect fault detection and diagnosis (FDD) algorithms of the AFTCS. The underlying AFTCS is supposed to be modeled by two random processes of Markov type; one characterizing the system fault process and the other describing the FDD process. It is assumed that the FDD algorithm is imperfect and provides inaccurate Markovian parameters for the FDD process. Specifically, it provides uncertain transition rates (TRs); the TRs that lie in an interval without any particular structures. This framework is more consistent with real‐world applications to accommodate different types of faults. It is more general than the previously developed AFTCSs because of eliminating the need for an accurate estimation of the fault process. To solve the stabilizability and the controller design problems of this AFTCS, the whole system is viewed as an uncertain nonhomogeneous Markovian jump linear system (NHMJLS) with time‐varying and uncertain specifications. Based on the multiple and stochastic Lyapunov function for the NHMJLS, first a sufficient condition is obtained to analyze the system stabilizability and then, the controller gains are synthesized. Unlike the previous fault‐tolerant controllers, the proposed robust controller only needs to access the FDD process, besides it is easily obtainable through the existing optimization techniques. It is successfully tested on a practical inverted pendulum controlled by a fault‐prone DC motor. © 2016 Wiley Periodicals, Inc. Complexity 21: 318–329, 2016     

On exponential scores statistics for testing against positive aging

It has been shown in this paper that a test proposed by Barlow and Doksum (1972) based on the exponential scores statistic for testing exponentiality against increasing failure rate distributions is consistent for the much wider class of harmonic new better than used in expectation distributions.     

再制造中零件供应系统整合优化研究

再制造企业里,在决策购买新零件或修复旧零件时,经常面对有限的拆卸修复信息和不确定的订货提前期.为了得到科学的决策,人们试图尽早地掌握拆卸修复零件的确切信息,与有能力的供应商建立良好的关系,或在企业建立管理信息系统来统计分析废旧品的状态和数量等.根据市场需求和产品批发价,以满足市场需求所要购买新零件数和拆卸修复机器数为决策变量,并考虑拆卸修复成功的概率,建立企业期望利润的数学模型,求得可能情况下的最优解或现实满意解.洞察再制造企业取得最大利润的主要影响因数及这些因数间的关系,为制作生产计划提供理论依据.最后指出进一步的研究问题.     

Survey on Path-Dependent PDEs*

In this paper,the authors provide a brief introduction of the path-dependent partial differential equations(PDEs for short) in the space of continuous paths,where the path derivatives are in the Dupire(rather than Fréchet) sense.They present the connections between Wiener expectation,backward stochastic differential equations(BSDEs for short) and path-dependent PDEs.They also consider the well-posedness of path-dependent PDEs,including classical solutions,Sobolev solutions and viscosity solution...     

区间参数结构平稳随机载荷识别方法

针对贫信息下不确定性结构的随机载荷识别问题,使用基于Taylor展开的区间分析方法,提出了一种不确定性结构随机载荷识别的非概率区间方法。该识别方法在频域中进行,识别时使用区间变量描述工程结构中的不确定性参数。基于测点的响应谱密度函数,首先对不确定性参数的名义值点进行随机载荷识别,其次计算载荷关于不确定性参数的灵敏度,最后基于区间扩张理论获得识别载荷谱的上下界值。算例结果表明,使用区间方法得到的不确定性结构的载荷谱识别区间界值都能完全包含载荷真值,此方法能够在结构设计时给出更为可靠的载荷工况。